Unfortunately it requires that you have open ports on your router to be able to host and you provide anyone who wants to play with you your public IP address which can be quite a lot. Perhaps in the future we'll figure out that hurdle with a relay server or something.
Edit: I realize now that it's not clear where to put your friend's ip address, you need to put it in the box that says localhost (you have to delete local host and put the ip address of your friend who is hosting in then hit join). Another problem just realized is that if you try to join before the host is ready then it breaks the client, so definitely more stuff to fix...